-8.9%
OVV vs XYL
+449.8%
-458.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.4% |
| 7D | +0.3% | -5.0% | +5.3% | +3.5% |
| 30D | +11.7% | -13.2% | +24.9% | +22.0% |
| 3M | +9.8% | -3.7% | +13.5% | +10.8% |
| 6M | +26.6% | -17.7% | +44.3% | +40.0% |
| YTD | +67.0% | -21.5% | +88.5% | +88.9% |
| 1Y | +55.9% | -24.5% | +80.4% | +80.3% |
| 3Y | +45.5% | +6.9% | +38.6% | +28.4% |
| 5Y | +157.3% | -18.1% | +175.4% | +166.0% |
| 10Y | +65.0% | +134.7% | -69.7% | -10.4% |
| All | -8.9% | +449.8% | -458.6% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling